Package cdm.product.asset.floatingrate.functions

Class ApplyCapsAndFloors.ApplyCapsAndFloorsDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.ApplyCapsAndFloors

cdm.product.asset.floatingrate.functions.ApplyCapsAndFloors.ApplyCapsAndFloorsDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

ApplyCapsAndFloors

public static class ApplyCapsAndFloors.ApplyCapsAndFloorsDefault
extends ApplyCapsAndFloors

Nested Class Summary

Nested classes/interfaces inherited from class cdm.product.asset.floatingrate.functions.ApplyCapsAndFloors

ApplyCapsAndFloors.ApplyCapsAndFloorsDefault

Constructor Summary

Constructors

Constructor	Description
ApplyCapsAndFloorsDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal cappedAndFlooredRate, FloatingRateProcessingParameters processing, BigDecimal inputRate)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	cap(FloatingRateProcessingParameters processing, BigDecimal inputRate)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	cappedRate(FloatingRateProcessingParameters processing, BigDecimal inputRate)
protected BigDecimal	doEvaluate(FloatingRateProcessingParameters processing, BigDecimal inputRate)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	floor(FloatingRateProcessingParameters processing, BigDecimal inputRate)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	flooredRate(FloatingRateProcessingParameters processing, BigDecimal inputRate)

Methods inherited from class cdm.product.asset.floatingrate.functions.ApplyCapsAndFloors

evaluate

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface com.rosetta.model.lib.functions.RosettaFunction

toBuilder, toBuilder, toBuilder

Constructor Details

ApplyCapsAndFloorsDefault

public ApplyCapsAndFloorsDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(FloatingRateProcessingParameters processing,
 BigDecimal inputRate)

Specified by:

doEvaluate in class ApplyCapsAndFloors

assignOutput

protected BigDecimal assignOutput(BigDecimal cappedAndFlooredRate,
 FloatingRateProcessingParameters processing,
 BigDecimal inputRate)

cap

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cap(FloatingRateProcessingParameters processing,
 BigDecimal inputRate)

Specified by:

cap in class ApplyCapsAndFloors

floor

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> floor(FloatingRateProcessingParameters processing,
 BigDecimal inputRate)

Specified by:

floor in class ApplyCapsAndFloors

cappedRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cappedRate(FloatingRateProcessingParameters processing,
 BigDecimal inputRate)

Specified by:

cappedRate in class ApplyCapsAndFloors

flooredRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> flooredRate(FloatingRateProcessingParameters processing,
 BigDecimal inputRate)

Specified by:

flooredRate in class ApplyCapsAndFloors